Not sure if you mean using your existing screen or not but I was considering fitting headrest dvd screens with player behind one of the screens.
There are a fewof these on ebay.

 

I had aftermarket Sony LCDs installed into my XJR with a DVD mounted in the Glove box. The issue I had with the type of player you're talking about is that it doesn't have integration with the headunit and you have to use the remote control headphones. Some of them also don't have aux input options as well and the screen qualities are poor. I had AC outlet and 2 RCA jacks installed as well so that I can have DVD on one and Video iPod or Playstation on another. System cost me $1400 which is substantially cheaper and of higher quality than the stock Alpine system.

 

Check out this link. It might give you some ideas on what to do......

http://www.cici-ci.com/JAGaux.html

 

Has anyone purchased these aftermarket headrest DVD player systems yet? I see some cheap quality ones on eBay, but would like a decent set that someone has had some luck with.

Rob